Method: Maximum likelihood
Sample size: 11648
Adjusted sample size: 11120
Logarithmic  likelihood:      36393.4
Akaike   info criterion:     -72774.9
Bayesian info criterion:     -72730.7
               Coeff         StdErr      tStat     Prob
             __________    __________    ______    ____

    mu       0.00080312    7.3863e-05    10.873    0   
    alpha       0.12605     0.0043958    28.676    0   
    beta        0.81029     0.0083908    96.569    0   
    theta        0.1849     0.0050339    36.731    0   
    w            5.8255       0.68274    8.5325    0   
    m         0.0050642    0.00025503    19.857    0   

RMSE of one-step variance forecast (period 1 to 11648): 4.715e-04.
 
Method: Maximum likelihood
Sample size: 11648
Adjusted sample size: 11120
Logarithmic  likelihood:      36399.9
Akaike   info criterion:     -72787.7
Bayesian info criterion:     -72743.5
               Coeff         StdErr      tStat     Prob
             __________    __________    ______    ____

    mu       0.00080292    7.4188e-05    10.823    0   
    alpha       0.13284     0.0048234     27.54    0   
    beta        0.78212      0.010474     74.67    0   
    theta       0.19054     0.0043387    43.916    0   
    w            8.7644       0.96951    9.0401    0   
    m         0.0045942    0.00022614    20.316    0   

RMSE of one-step variance forecast (period 1 to 11648): 4.669e-04.
 
Method: Maximum likelihood
Sample size: 11648
Adjusted sample size: 10944
Logarithmic  likelihood:        35774
Akaike   info criterion:     -71536.1
Bayesian info criterion:     -71491.9
               Coeff         StdErr       tStat        Prob   
             __________    __________    _______    __________

    mu       0.00077113    7.2524e-05     10.633             0
    alpha       0.10225     0.0030661     33.349             0
    beta        0.88677     0.0033282     266.44             0
    theta     -0.014062     0.0029079    -4.8358    1.3262e-06
    w            2.4533       0.41932     5.8507             0
    m        0.00016873    2.2364e-05     7.5445             0

RMSE of one-step variance forecast (period 1 to 11648): 4.638e-04.